CVTRX vs. CNWIX
Compare and contrast key facts about Calamos Growth and Income Fund (CVTRX) and Calamos Evolving World Growth Fund Class I (CNWIX).
CVTRX is managed by Calamos. It was launched on Sep 21, 1988. CNWIX is managed by Calamos.
Performance
CVTRX vs. CNWIX - Performance Comparison
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CVTRX vs. CNWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CVTRX Calamos Growth and Income Fund | -6.56% | 17.46% | 20.66% | 20.36% | -18.45% | 21.05% | 22.43% | 25.97% | -3.97% | 16.06% |
CNWIX Calamos Evolving World Growth Fund Class I | 4.79% | 19.29% | 14.99% | 6.60% | -24.35% | -4.70% | 54.23% | 20.76% | -17.74% | 36.97% |
Returns By Period
In the year-to-date period, CVTRX achieves a -6.56% return, which is significantly lower than CNWIX's 4.79% return. Over the past 10 years, CVTRX has outperformed CNWIX with an annualized return of 11.23%, while CNWIX has yielded a comparatively lower 8.36% annualized return.
CVTRX
- 1D
- -0.70%
- 1M
- -7.36%
- YTD
- -6.56%
- 6M
- -4.60%
- 1Y
- 15.16%
- 3Y*
- 14.58%
- 5Y*
- 8.55%
- 10Y*
- 11.23%
CNWIX
- 1D
- -2.00%
- 1M
- -16.05%
- YTD
- 4.79%
- 6M
- 3.82%
- 1Y
- 27.65%
- 3Y*
- 13.45%
- 5Y*
- 2.05%
- 10Y*
- 8.36%
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CVTRX vs. CNWIX - Expense Ratio Comparison
Both CVTRX and CNWIX have an expense ratio of 1.05%.
Return for Risk
CVTRX vs. CNWIX — Risk / Return Rank
CVTRX
CNWIX
CVTRX vs. CNWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Growth and Income Fund (CVTRX) and Calamos Evolving World Growth Fund Class I (CNWIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CVTRX | CNWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.36 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.78 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.55 | -0.19 |
Martin ratioReturn relative to average drawdown | 5.79 | 6.05 | -0.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CVTRX | CNWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.36 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.12 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.35 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.27 | +0.53 |
Correlation
The correlation between CVTRX and CNWIX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CVTRX vs. CNWIX - Dividend Comparison
CVTRX's dividend yield for the trailing twelve months is around 7.90%, more than CNWIX's 0.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVTRX Calamos Growth and Income Fund | 7.90% | 7.38% | 4.83% | 4.18% | 4.02% | 5.52% | 3.22% | 3.56% | 8.61% | 7.21% | 7.31% | 6.96% |
CNWIX Calamos Evolving World Growth Fund Class I | 0.06% | 0.06% | 0.00% | 0.54% | 0.97% | 2.79% | 2.01% | 1.04% | 0.00% | 0.42% | 0.00% | 0.38% |
Drawdowns
CVTRX vs. CNWIX - Drawdown Comparison
The maximum CVTRX drawdown since its inception was -44.13%, roughly equal to the maximum CNWIX drawdown of -43.57%. Use the drawdown chart below to compare losses from any high point for CVTRX and CNWIX.
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Drawdown Indicators
| CVTRX | CNWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.13% | -43.57% | -0.56% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -16.28% | +6.31% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | -37.47% | +14.17% |
Max Drawdown (10Y)Largest decline over 10 years | -28.20% | -43.57% | +15.37% |
Current DrawdownCurrent decline from peak | -9.14% | -16.28% | +7.14% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -16.56% | +11.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 4.17% | -1.83% |
Volatility
CVTRX vs. CNWIX - Volatility Comparison
The current volatility for Calamos Growth and Income Fund (CVTRX) is 4.26%, while Calamos Evolving World Growth Fund Class I (CNWIX) has a volatility of 10.65%. This indicates that CVTRX experiences smaller price fluctuations and is considered to be less risky than CNWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CVTRX | CNWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 10.65% | -6.39% |
Volatility (6M)Calculated over the trailing 6-month period | 8.91% | 16.88% | -7.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 20.17% | -4.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 17.53% | -2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.29% | 24.07% | -8.78% |